跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 21 篇 · 到月 33 篇 · 到年 6 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
60 篇论文
导出

Estimating the Structural Dimension of Regressions Via Parametric Inverse Regression

通过参数逆回归估计回归的结构维数

Summary A new estimation method for the dimension of a regression at the outset of an analysis is proposed. A linear subspace spanned by projections of the regressor vector X, which contains part or all of the modelling information for the regression of a vector Y on X, and its dimension are estimated via the means of parametric inverse regression. Smooth parametric curves are fitted to the p inverse regressions via a multivariate linear model. No restrictions are placed on…

AI 解读阅读原文 ↗BibTeX ↓

Identifying Regression Outliers and Mixtures Graphically

用图形识别回归异常值与混合结构

Regressions in practice can include outliers and other unknown subpopulation structures. For example, mixtures of regressions occur if there is an omitted categorical predictor, like gender or location, and different regressions occur within each category. The theory of regression graphics based on central subspaces can be used to construct graphical solutions to long-standing problems of this type. It is argued that in practice the central subspace automatically expands to…

AI 解读阅读原文 ↗BibTeX ↓

Dimension Reduction in Binary Response Regression

二元响应回归中的降维

The idea of dimension reduction without loss of information can be quite helpful for guiding the construction of summary plots in regression without requiring a prespecified model. Focusing on the central subspace, we investigate such “sufficient” dimension reduction in regressions with a binary response. Three existing methods—sliced inverse regression, principal Hessian direction, and sliced average variance estimation—and one new method—difference of covariances—are…

AI 解读阅读原文 ↗BibTeX ↓

Partial Residual Plots in Generalized Linear Models

广义线性模型中的偏残差图

In this article we explore the structure and usefulness of partial residual plots as tools for visualizing curvature as a function of selected predictors x 2 in a generalized linear model (GLM), where the vector of predictors x is partitioned as x T = (x T 1, x T 2). The GLM extension of ceres plots is discussed, but to a lesser extent. The usefulness of these plots for obtaining a good visual impression of curvature may be limited by the specified GLM, the link function,…

AI 解读阅读原文 ↗BibTeX ↓

Graphics for Assessing the Adequacy of Regression Models

评估回归模型适切性的图形方法

Graphical paradigms for assessing the adequacy of nearly any regression model are discussed. The fundamental idea is to examine the fit of a model using a sequence of marginal model plots. On each plot, nonparametric estimates of fit derived from the model are compared to nonparametric fits based on the observed data. Several examples are given.

AI 解读阅读原文 ↗BibTeX ↓

Graphics for Regressions with a Binary Response

二元响应回归的图形方法

Central dimension-reduction subspaces, which characterize the dependence of a response variable on one or more predictors, are developed and then used to guide the construction and interpretation of graphics for regression problems with a binary response variable. Graphical methods requiring neither a link function nor residuals are suggested for both development and criticism of model components implied by the central dimension-reduction subspace.

AI 解读阅读原文 ↗BibTeX ↓

An Introduction to Regression Graphics.

回归图形分析导论

This article, which is based on an Interface tutorial, presents an overview of regression graphics, along with an annotated bibliography.The intent is to discuss basic ideas and issues without delving into methodological or theoretical details, and to provide a guide to the literature.

AI 解读阅读原文 ↗BibTeX ↓

Transforming a Response Variable for Linearity

通过响应变量变换实现回归线性化

We consider the problem of choosing a transformation t(y) of a univariate response variable y so that the regression function E{t(y)| x}is linear in the predictor vector x. Let y^ be the fitted values from a linear regression of y on x. Given a few simple assumptions, we show that the plot with y on the horizontal axis and y^ on the vertical axis can be used to visualise the needed transformation t(y). A smoother can then be used as an aid to assessing t(y) visually.

AI 解读阅读原文 ↗BibTeX ↓

Reweighting to Achieve Elliptically Contoured Covariates in Regression

通过重加权使回归协变量呈椭圆对称分布

We investigate a method of constructing weights to induce elliptically contoured covariates in regression analyses. Much recent work in regression has identified various data analytic and model robustness advantages associated with such covariates. In particular, new estimation methods like SIR, SIRII, SAVE, and PHD have been built around the assumption of elliptically contoured covariates. Finite samples of regression covariates may deviate from this ideal in practice, and…

AI 解读阅读原文 ↗BibTeX ↓

On the Interpretation of Regression Plots

回归图的解释

A framework is developed for the interpretation of regression plots, including plots of the response against selected covariates, residual plots, added-variable plots, and detrended added-variable plots. It is shown that many of the common interpretations associated with these plots can be misleading. The framework also allows for the generalization of standard plots and the development of new plotting paradigms. A paradigm for graphical exploration of regression problems is…

AI 解读阅读原文 ↗BibTeX ↓

Transforming a response variable for linearity

通过响应变量变换实现回归线性化

We consider the problem of choosing a transformation t(y) of a univariate response variable y so that the regression function E{t(y)| x}is linear in the predictor vector x. Let y^ be the fitted values from a linear regression of y on x. Given a few simple assumptions, we show that the plot with y on the horizontal axis and y^ on the vertical axis can be used to visualise the needed transformation t(y). A smoother can then be used as an aid to assessing t(y) visually.

AI 解读阅读原文 ↗BibTeX ↓

Heteroscedastic G-Optimal Designs

异方差 G 最优设计

SUMMARY This paper addresses the issue of constructing large sample G-optimal designs when the variability of the response varies across a compact design space. A useful characterization theorem is presented along with a computer algorithm for generating (heteroscedastic) G-optimal designs. to facilitate comparisons between D- and G-optimal designs, Atwood's inequality for comparing D- and G-efficiencies in homoscedastic models is generalized to heteroscedastic models. Some…

AI 解读阅读原文 ↗BibTeX ↓

Statistical Theory and Modeling: In Honour of Sir David Cox, FRS.

统计理论与建模:纪念 David Cox 爵士

Part 1 Statistical theory - theoretical concepts significance tests theory of optimal tests estimation asymptotic theory. Part 2 Applied statistics - preliminary considerations statistical models statistical inference model adequancy exploratory and robust methods multi-variate methods use of computers. Part 3 Generalized linear models - a class of non-linear regression models likelihood functions estimation analysis of deviance checking the model. Part 4 Residuals and…

AI 解读阅读原文 ↗BibTeX ↓

Leverage, Local Influence and Curvature in Nonlinear Regression

非线性回归中的杠杆、局部影响与曲率

The connections between measures of leverage, statistical curvature, and the local influence of a mean-shift perturbation are explored in nonlinear regression models. The circumstances under which the Jacobian leverage reduces to a commonly-used linear approximation are found to be connected to the effective residual curvature of the nonlinear model. The local influence of a mean-shift perturbation in the model function is seen to be closely related to the Jacobian leverage.

AI 解读阅读原文 ↗BibTeX ↓

Leverage, local influence and curvature in nonlinear regression

非线性回归中的杠杆值、局部影响与曲率

The connections between measures of leverage, statistical curvature, and the local influence of a mean-shift perturbation are explored in nonlinear regression models. The circumstances under which the Jacobian leverage reduces to a commonly-used linear approximation are found to be connected to the effective residual curvature of the nonlinear model. The local influence of a mean-shift perturbation in the model function is seen to be closely related to the Jacobian leverage.

AI 解读阅读原文 ↗BibTeX ↓

Leverage and Superleverage in Nonlinear Regression

非线性回归中的杠杆值与超杠杆

Several measures of the leverage of an observation in a nonlinear regression model are defined and developed. In contrast to the upper bound on the leverage in a linear model, it is found that in a nonlinear model the leverage of an observation may exceed 1. Such a case is said to exhibit superleverage. Relationships between the leverage measures are explored, and several examples are developed to illustrate the proposed methodology.

AI 解读阅读原文 ↗BibTeX ↓

A graphical case statistic for assessing posterior influenceo

评估后验影响的图形化个案统计量

A single number summary of the influence of an observation on the posterior of the parameter of interest is useful, but does not convey all aspects of the effect of deleting the observation. We propose a plot that does convey all the effects of an observation on the posterior.

AI 解读阅读原文 ↗BibTeX ↓

Diagnostics for Assessing the Accuracy of Normal Approximations in Exponential Family Nonlinear Models

指数族非线性模型中正态近似准确性的诊断

Diagnostics are investigated for assessing the agreement between likelihood and standard large-sample confidence regions for parameters from an exponential family nonlinear model (Cordeiro and Paula 1989). The development connects the contour methods proposed by Hodges (1985, 1987) with the curvature measures for normal, nonlinear regression proposed by Bates and Watts (1980) and Jennings's (1982, 1986) diagnostics for logistic regression. The proposed methodology is…

AI 解读阅读原文 ↗BibTeX ↓

Diagnostics for Assessing the Accuracy of Normal Approximations in Exponential Family Nonlinear Models

指数族非线性模型中正态近似准确性的诊断

Diagnostics are investigated for assessing the agreement between likelihood and standard large-sample confidence regions for parameters from an exponential family nonlinear model (Cordeiro and Paula 1989). The development connects the contour methods proposed by Hodges (1985, 1987) with the curvature measures for normal, nonlinear regression proposed by Bates and Watts (1980) and Jennings's (1982, 1986) diagnostics for logistic regression. The proposed methodology is…

AI 解读阅读原文 ↗BibTeX ↓

Unmasking Multivariate Outliers and Leverage Points: Comment

《揭示多元异常值与杠杆点》:评论

Detecting outliers in a multivariate point cloud is not trivial, especially when there are several outliers. The classical identification method does not always find them, because it is based on the sample mean and covariance matrix, which are themselves affected by the outliers. To avoid this masking effect, we propose to compute distances based on very robust estimates of location and covariance. In the case of regression data, the outliers also may be unmasked by using a…

AI 解读阅读原文 ↗BibTeX ↓

Confidence Curves in Nonlinear Regression

非线性回归中的置信曲线

Standard Wald confidence regions for parameters in a normal nonlinear regression model often fail to capture accurately the uncertainty of estimation as reflected by the corresponding profile log-likelihood. We present a graphical method, along with a stable computational algorithm, for inference on scalar parameters in a nonlinear regression model.

AI 解读阅读原文 ↗BibTeX ↓